-------------------------------------------------------------------------
      name:  <unnamed>
       log:  /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/Conditional
> Accept/RESULTS/2_finaldata_creation.log
  log type:  text
 opened on:  28 Jul 2023, 14:45:46

. 
. /*========================================*/
. /* MAIN SAMPLE */
. /*========================================*/
. 
. /* Security List */
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile.xlsx" , sheet("Sheet2") cellrang
> e(A4:HM73) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(6 observations deleted)

. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(63 missing values generated)

. replace Market_ID = 1
(63 real changes made)

. 
. count
  63

. 
. save "${data}List_US_MinGR_top8Xtile.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_US_MinGR_top8Xtile.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top8Xtile.dta saved

. 
. /* Security Returns */
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile.xlsx" , sheet("Sheet2") cellrang
> e(A4:HM73) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(6 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       63   ->   13671
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(231 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = 1

. 
. count 
  13,671

. 
. save "${data}Returns_US_MinGR_top8Xtile.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_US_MinGR_top8Xtile.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top8Xtile.dta saved

. 
. /* Market_Returns Dataset: Fama-French US Data */
. 
. import delimited "${raw}F-F_Research_Data_Factors_daily.CSV", clear 
(5 vars, 25,215 obs)

. 
. drop in 1/4
(4 observations deleted)

. 
. rename v1 TradingDay

. rename v2 Mkt_RF

. rename v3 SMB

. rename v4 HML

. rename v5 RF

. drop if TradingDay=="Copyright 2022 Kenneth R. French"
(1 observation deleted)

. 
. destring TradingDay, gen(TradingDay2)
TradingDay: all characters numeric; TradingDay2 generated as long

. 
. // Sample period: 01/05/2015 - 29/02/2016
. keep if TradingDay2>=20150501 & TradingDay2<=20160229
(25,001 observations deleted)

. 
. gen n = _n

. 
. rename TradingDay FFDate

. 
. rename n TradingDay

. 
. generate DateNum = date(FFDate, "YMD")

. format %td DateNum

. 
. drop TradingDay2

. 
. rename DateNum Date

.  
. drop FFDate  

.  
. // Calculate the Mkt factor. FF only provides the Mkt-RF factor
. 
. destring  Mkt_RF SMB HML RF, generate( Mkt_RFNum  SMBNum HMLNum RFNum) 
> force
Mkt_RF: all characters numeric; Mkt_RFNum generated as double
SMB: all characters numeric; SMBNum generated as double
HML: all characters numeric; HMLNum generated as double
RF: all characters numeric; RFNum generated as double

. 
. gen MktNum = Mkt_RFNum +  RFNum

. 
. drop Mkt_RF SMB HML RF TradingDay

. 
. order Date MktNum SMBNum HMLNum RFNum Mkt_RFNum

. 
. gen Market_ID = 1

. 
. count
  209

. 
. save "${data}Market_US_MinGR_top8Xtile.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Market_US_MinGR_top8Xtile.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Market_US_MinGR_top8Xtile.dta saved

. 
. /*========================================*/
. /* FIRMS WITH ONLY GREEN REVENUE */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}US_MinGR_eq1.xlsx" , sheet("Sheet2") cellrange(A4:H
> M60) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(5 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(51 missing values generated)

. replace Market_ID = 1
(51 real changes made)

. 
. save "${data}List_US_MinGR_eq1.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_eq1.dta saved

. 
. /* Security_Returns */
. 
. clear

. import excel "${raw}US_MinGR_eq1.xlsx" , sheet("Sheet2") cellrange(A4:H
> M60) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(5 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       51   ->   11067
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(219 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(11,067 missing values generated)

. replace Market_ID = 1
(11,067 real changes made)

. 
. save "${data}Returns_US_MinGR_eq1.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_eq1.dta saved

. 
. /*========================================*/
. /* TOP 40% GREEN REVENUE */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}US_MinGR_top40pc.xlsx" , sheet("Sheet2") cellrange(
> A4:HM96) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(9 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(83 missing values generated)

. replace Market_ID = 1
(83 real changes made)

. 
. save "${data}List_US_MinGR_top40pc.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top40pc.dta saved

. 
. /* Security_Returns */
. 
. clear

. import excel "${raw}US_MinGR_top40pc.xlsx" , sheet("Sheet2") cellrange(
> A4:HM96) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(9 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       83   ->   18011
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(251 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(18,011 missing values generated)

. replace Market_ID = 1
(18,011 real changes made)

. 
. save "${data}Returns_US_MinGR_top40pc.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top40pc.dta saved

. 
. /*========================================*/
. /* MEDIAN GREEN FIRMS */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel  "${raw}US_MinGR_top5Xtile.xlsx" , sheet("Sheet2") cellran
> ge(A4:HM27) firstrow allstring clear

. 
. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(1 observation deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(22 missing values generated)

. replace Market_ID = 1
(22 real changes made)

. 
. save "${data}List_US_MinGR_top5Xtile.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top5Xtile.dta saved

. 
. /* Security_Returns */
. 
. clear

. import excel  "${raw}US_MinGR_top5Xtile.xlsx" , sheet("Sheet2") cellran
> ge(A4:HM27) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(1 observation deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       22   ->    4774
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(22 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(4,774 missing values generated)

. replace Market_ID = 1
(4,774 real changes made)

. 
. save "${data}Returns_US_MinGR_top5Xtile.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top5Xtile.dta saved

. 
. /*========================================*/
. /* FIRMS SOME GREEN REVENUE */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}US_MinGR_yes0913.xlsx" , sheet("Sheet2") cellrange(
> A4:HM266) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(12 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(5 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(5 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(5 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(5 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(5 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(5 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(5 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(5 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(5 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(5 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(5 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(5 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(5 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(5 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(5 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(5 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(5 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(5 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(5 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(5 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(5 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(5 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(5 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(5 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(5 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(5 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(5 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(5 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(5 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(5 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(5 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(5 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(4 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(4 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(4 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(3 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(3 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(3 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(3 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(3 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(3 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(2 missing values generated)
var67__8_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var68__8_4_2015: all characters numeric; replaced as double
(2 missing values generated)
var69__8_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var70__8_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var71__8_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var72_8_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var73_8_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var74_8_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var75_8_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var76_8_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var77_8_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var78_8_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var79_8_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var80_8_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var81_8_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var82_8_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var83_8_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var84_8_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var85_8_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var86_8_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var87_8_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var88__9_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var89__9_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var90__9_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var91__9_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var92__9_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var93__9_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var94__9_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var95_9_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var96_9_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var97_9_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var98_9_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var99_9_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var100_9_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var101_9_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var102_9_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var103_9_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var104_9_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var105_9_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var106_9_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var107_9_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var108_9_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var109_9_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var110_10_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var111_10_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var112_10_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var113_10_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var114_10_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var115_10_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var116_10_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var117_10_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var118_10_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var119_10_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var120_10_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var121_10_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var122_10_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var123_10_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var124_10_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var125_10_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var126_10_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var127_10_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var128_10_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var129_10_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var130_10_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var131_10_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var132_11_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var133_11_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var134_11_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var135_11_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var136_11_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var137_11_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var138_11_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var139_11_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var140_11_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var141_11_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var142_11_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var143_11_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var144_11_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var145_11_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var146_11_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var147_11_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var148_11_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var149_11_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var150_11_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var151_11_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var152_11_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var153_12_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var154_12_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var155_12_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var156_12_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var157_12_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var158_12_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var159_12_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var160_12_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var161_12_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var162_12_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var163_12_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var164_12_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var165_12_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var166_12_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var167_12_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var168_12_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var169_12_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(250 missing values generated)

. replace Market_ID = 1
(250 real changes made)

. 
. save "${data}List_EV2_US_MinGR_yes0913.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_EV2_US_MinGR_yes0913.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_EV2_US_MinGR_yes0913.dta saved

. 
. /* Security_Returns */
. 
. clear

. import excel  "${raw}US_MinGR_yes0913.xlsx" , sheet("Sheet2") cellrange
> (A4:HM266) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(12 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(5 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(5 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(5 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(5 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(5 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(5 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(5 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(5 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(5 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(5 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(5 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(5 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(5 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(5 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(5 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(5 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(5 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(5 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(5 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(5 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(5 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(5 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(5 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(5 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(5 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(5 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(5 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(5 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(5 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(5 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(5 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(5 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(4 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(4 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(4 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(3 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(3 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(3 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(3 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(3 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(3 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(2 missing values generated)
var67__8_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var68__8_4_2015: all characters numeric; replaced as double
(2 missing values generated)
var69__8_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var70__8_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var71__8_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var72_8_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var73_8_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var74_8_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var75_8_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var76_8_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var77_8_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var78_8_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var79_8_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var80_8_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var81_8_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var82_8_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var83_8_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var84_8_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var85_8_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var86_8_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var87_8_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var88__9_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var89__9_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var90__9_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var91__9_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var92__9_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var93__9_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var94__9_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var95_9_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var96_9_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var97_9_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var98_9_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var99_9_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var100_9_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var101_9_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var102_9_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var103_9_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var104_9_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var105_9_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var106_9_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var107_9_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var108_9_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var109_9_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var110_10_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var111_10_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var112_10_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var113_10_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var114_10_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var115_10_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var116_10_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var117_10_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var118_10_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var119_10_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var120_10_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var121_10_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var122_10_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var123_10_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var124_10_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var125_10_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var126_10_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var127_10_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var128_10_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var129_10_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var130_10_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var131_10_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var132_11_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var133_11_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var134_11_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var135_11_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var136_11_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var137_11_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var138_11_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var139_11_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var140_11_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var141_11_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var142_11_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var143_11_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var144_11_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var145_11_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var146_11_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var147_11_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var148_11_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var149_11_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var150_11_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var151_11_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var152_11_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var153_12_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var154_12_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var155_12_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var156_12_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var157_12_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var158_12_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var159_12_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var160_12_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var161_12_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var162_12_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var163_12_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var164_12_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var165_12_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var166_12_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var167_12_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var168_12_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var169_12_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                      250   ->   54250
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(619 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(54,250 missing values generated)

. replace Market_ID = 1
(54,250 real changes made)

. 
. save "${data}Returns_EV2_US_MinGR_yes0913.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_EV2_US_MinGR_yes0913.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_EV2_US_MinGR_yes0913.dta saved

. 
. /*========================================*/
. /* PATENTING FIRMS */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}Patents_US_top10Ratio_grant_0013.xlsx", sheet("Shee
> t2") cellrange(A4:HM47) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(6 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(37 missing values generated)

. replace Market_ID = 1
(37 real changes made)

. 
. save "${data}List_Patents_US_top10Ratio_grant_0013.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_Patents_US_top10Ratio_grant_0013.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_Patents_US_top10Ratio_grant_0013.dta saved

. 
. /* Security_Returns */
. 
. clear

. 
. import excel "${raw}Patents_US_top10Ratio_grant_0013.xlsx", sheet("Shee
> t2") cellrange(A4:HM47) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(6 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       37   ->    8029
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(44 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(8,029 missing values generated)

. replace Market_ID = 1
(8,029 real changes made)

. 
. save "${data}Returns_Patents_US_top10Ratio_grant_0013.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_Patents_US_top10Ratio_grant_0013.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_Patents_US_top10Ratio_grant_0013.dta saved

. 
. /*==================================================================*/
. /* CLIMATE CHANGE RISK BASED ON YEARLY DATA FROM SAUTNER ET AL. */
. /* Get climate risk exposure prior to the Paris Agreement (14/12/2015) 
> */
. /* HIGH/LOW BASED ON MEDIAN */
. /*==================================================================*/
. 
. clear 

. insheet using "${raw}cc_firmyear_2021Q4_03082021_OSF.csv"
(24 vars, 106,459 obs)

. 
. rename isin ISIN

. keep if year==2014
(100,948 observations deleted)

. keep ISIN op_expo_ew ph_expo_ew

. 
. label variable op_expo_ew "opportunity exposure"

. label variable ph_expo_ew "physicial exposure"

. 
. save "${data}risk.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/risk.dta saved

. 
. // List of firms with high climate change risk based on median 
. 
. foreach iii in op_expo_ew ph_expo_ew{
  2. 
. use "${data}List_US_MinGR_top8Xtile", clear
  3. 
. codebook ISIN 
  4. 
. mmerge ISIN using "${data}risk.dta", unmatched(none)
  5. 
. codebook ISIN 
  6. 
. sum `iii', detail
  7. keep if `iii' > `r(p50)'
  8. 
. save "${data}List_high_`iii'", replace
  9. 
. 
. clear
 10. import excel "${raw}US_MinGR_top8Xtile.xlsx" , sheet("Sheet2") cellr
> ange(A4:HM73) firstrow allstring clear
 11. 
. rename (E-HM) var`i'#, addnumber(1)
 12. rename C isincode
 13. drop if missing(isincode)
 14. duplicates drop isincode, force
 15. foreach v of var (var1-var217) {
 16.     local lbl : var label `v'
 17.         
.     local lbl = strtoname("`lbl'")
 18.         
.     rename `v' `v'`lbl'
 19. }
 20. destring (var1__5_1_2015-var217_2_29_2016), replace force
 21. 
. reshape long var`i', i(isincode) j(fyr, string)
 22. save var`i', replace
 23. 
. rename var Price_unadjusted
 24. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")
 25. destring TradingDay, replace
 26. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")
 27. 
. generate Date = date(Date, "MDY")
 28. format %td Date
 29. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
 30. 
. keep Date ISIN Return_Unadj
 31. 
. mmerge ISIN using "${data}List_high_`iii'", unmatched(none)
 32. 
. keep Date ISIN Return_Unadj
 33. 
. gen Market_ID = .
 34. replace Market_ID = 1
 35. 
. save "${data}Returns_high_`iii'.dta", replace
 36. 
. }

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  63                       missing "":  0/63

              examples:  "US1275372076"
                         "US29355A1079"
                         "US69423U3059"
                         "US86771W1053"

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     63
                vars |      3
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/risk.dta
                 obs |   5511
                vars |      3
          match vars | ISIN  (key)
---------------------+---------------------------------------------------
> ------
result          file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     40
                vars |      7  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |     40  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  40                       missing "":  0/40

              examples:  "US16942X3026"
                         "US3364331070"
                         "US72919P2020"
                         "US88104R2094"

                    opportunity exposure
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%            0              0
10%     .0000429              0       Obs                  40
25%     .0002744              0       Sum of Wgt.          40

50%     .0011173                      Mean           .0031803
                        Largest       Std. Dev.      .0064475
75%     .0045823       .0061642
90%     .0061622       .0074745       Variance       .0000416
95%     .0079922         .00851       Skewness       4.779053
99%     .0398845       .0398845       Kurtosis       27.66453
(20 observations deleted)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_high_op_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_high_op_expo_ew.dta saved
(6 observations deleted)

Duplicates in terms of isincode

(0 observations are duplicates)
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       63   ->   13671
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----
file var.dta saved
TradingDay: all characters numeric; replaced as int
(231 missing values generated)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | var.dta
                 obs |  13671
                vars |      3
          match vars | ISIN  (not a key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_high_op_expo_ew.dta
                 obs |     20
                vars |      5
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
         common vars | Date
---------------------+---------------------------------------------------
> ------
variable ISIN does not uniquely identify observations in the master
    data
result          file | var.dta
                 obs |   4340
                vars |      8  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |   4340  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------
(4,340 missing values generated)
(4,340 real changes made)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_high_op_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_high_op_expo_ew.dta saved

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  63                       missing "":  0/63

              examples:  "US1275372076"
                         "US29355A1079"
                         "US69423U3059"
                         "US86771W1053"

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     63
                vars |      3
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/risk.dta
                 obs |   5511
                vars |      3
          match vars | ISIN  (key)
---------------------+---------------------------------------------------
> ------
result          file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     40
                vars |      7  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |     40  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  40                       missing "":  0/40

              examples:  "US16942X3026"
                         "US3364331070"
                         "US72919P2020"
                         "US88104R2094"

                     physicial exposure
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%            0              0
10%            0              0       Obs                  40
25%            0              0       Sum of Wgt.          40

50%            0                      Mean           .0000915
                        Largest       Std. Dev.        .00028
75%            0       .0002512
90%     .0002387       .0005288       Variance       7.84e-08
95%     .0005675       .0006062       Skewness       4.288764
99%     .0015984       .0015984       Kurtosis       22.53114
(32 observations deleted)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_high_ph_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_high_ph_expo_ew.dta saved
(6 observations deleted)

Duplicates in terms of isincode

(0 observations are duplicates)
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       63   ->   13671
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----
file var.dta saved
TradingDay: all characters numeric; replaced as int
(231 missing values generated)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | var.dta
                 obs |  13671
                vars |      3
          match vars | ISIN  (not a key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_high_ph_expo_ew.dta
                 obs |      8
                vars |      5
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
         common vars | Date
---------------------+---------------------------------------------------
> ------
variable ISIN does not uniquely identify observations in the master
    data
result          file | var.dta
                 obs |   1736
                vars |      8  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |   1736  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------
(1,736 missing values generated)
(1,736 real changes made)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_high_ph_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_high_ph_expo_ew.dta saved

. 
. 
. foreach iii in op_expo_ew ph_expo_ew{
  2. 
. use "${data}List_US_MinGR_top8Xtile", clear
  3. 
. codebook ISIN
  4. 
. mmerge ISIN using "${data}risk.dta", unmatched(none)
  5. 
. codebook ISIN
  6. 
. sum `iii', detail
  7. keep if `iii' <= `r(p50)'
  8. 
. save "${data}List_low_`iii'", replace
  9. 
. 
. clear
 10. import excel "${raw}US_MinGR_top8Xtile.xlsx" , sheet("Sheet2") cellr
> ange(A4:HM73) firstrow allstring clear
 11. 
. rename (E-HM) var`i'#, addnumber(1)
 12. rename C isincode
 13. drop if missing(isincode)
 14. duplicates drop isincode, force
 15. foreach v of var (var1-var217) {
 16.     local lbl : var label `v'
 17.         
.     local lbl = strtoname("`lbl'")
 18.         
.     rename `v' `v'`lbl'
 19. }
 20. destring (var1__5_1_2015-var217_2_29_2016), replace force
 21. 
. reshape long var`i', i(isincode) j(fyr, string)
 22. save var`i', replace
 23. 
. rename var Price_unadjusted
 24. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")
 25. destring TradingDay, replace
 26. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")
 27. 
. generate Date = date(Date, "MDY")
 28. format %td Date
 29. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
 30. 
. keep Date ISIN Return_Unadj
 31. 
. mmerge ISIN using "${data}List_low_`iii'", unmatched(none)
 32. 
. keep Date ISIN Return_Unadj
 33. 
. gen Market_ID = .
 34. replace Market_ID = 1
 35. 
. save "${data}Returns_low_`iii'.dta", replace
 36. 
. }

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  63                       missing "":  0/63

              examples:  "US1275372076"
                         "US29355A1079"
                         "US69423U3059"
                         "US86771W1053"

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     63
                vars |      3
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/risk.dta
                 obs |   5511
                vars |      3
          match vars | ISIN  (key)
---------------------+---------------------------------------------------
> ------
result          file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     40
                vars |      7  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |     40  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  40                       missing "":  0/40

              examples:  "US16942X3026"
                         "US3364331070"
                         "US72919P2020"
                         "US88104R2094"

                    opportunity exposure
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%            0              0
10%     .0000429              0       Obs                  40
25%     .0002744              0       Sum of Wgt.          40

50%     .0011173                      Mean           .0031803
                        Largest       Std. Dev.      .0064475
75%     .0045823       .0061642
90%     .0061622       .0074745       Variance       .0000416
95%     .0079922         .00851       Skewness       4.779053
99%     .0398845       .0398845       Kurtosis       27.66453
(20 observations deleted)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_low_op_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_low_op_expo_ew.dta saved
(6 observations deleted)

Duplicates in terms of isincode

(0 observations are duplicates)
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       63   ->   13671
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----
file var.dta saved
TradingDay: all characters numeric; replaced as int
(231 missing values generated)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | var.dta
                 obs |  13671
                vars |      3
          match vars | ISIN  (not a key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_low_op_expo_ew.dta
                 obs |     20
                vars |      5
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
         common vars | Date
---------------------+---------------------------------------------------
> ------
variable ISIN does not uniquely identify observations in the master
    data
result          file | var.dta
                 obs |   4340
                vars |      8  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |   4340  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------
(4,340 missing values generated)
(4,340 real changes made)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_low_op_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_low_op_expo_ew.dta saved

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  63                       missing "":  0/63

              examples:  "US1275372076"
                         "US29355A1079"
                         "US69423U3059"
                         "US86771W1053"

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     63
                vars |      3
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/risk.dta
                 obs |   5511
                vars |      3
          match vars | ISIN  (key)
---------------------+---------------------------------------------------
> ------
result          file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_US_MinGR_top8Xtile.dta
                 obs |     40
                vars |      7  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |     40  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  40                       missing "":  0/40

              examples:  "US16942X3026"
                         "US3364331070"
                         "US72919P2020"
                         "US88104R2094"

                     physicial exposure
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%            0              0
10%            0              0       Obs                  40
25%            0              0       Sum of Wgt.          40

50%            0                      Mean           .0000915
                        Largest       Std. Dev.        .00028
75%            0       .0002512
90%     .0002387       .0005288       Variance       7.84e-08
95%     .0005675       .0006062       Skewness       4.288764
99%     .0015984       .0015984       Kurtosis       22.53114
(8 observations deleted)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_low_ph_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_low_ph_expo_ew.dta saved
(6 observations deleted)

Duplicates in terms of isincode

(0 observations are duplicates)
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(3 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(3 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(3 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(3 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(3 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(3 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(3 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(3 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(3 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(3 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(3 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(3 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(3 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(3 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(3 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(3 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(3 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(3 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(3 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(3 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(3 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(3 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(3 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(3 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(3 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(3 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var40_6_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var41_6_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var42_6_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var43_6_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var44__7_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var45__7_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var46__7_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var47__7_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var48__7_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var49__7_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var50__7_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var51_7_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var52_7_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var53_7_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var54_7_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var55_7_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var56_7_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var57_7_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var58_7_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var59_7_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var60_7_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var61_7_24_2015: all characters numeric; replaced as double
(2 missing values generated)
var62_7_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var63_7_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var64_7_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var65_7_30_2015: all characters numeric; replaced as double
(2 missing values generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       63   ->   13671
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----
file var.dta saved
TradingDay: all characters numeric; replaced as int
(231 missing values generated)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | var.dta
                 obs |  13671
                vars |      3
          match vars | ISIN  (not a key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/List_low_ph_expo_ew.dta
                 obs |     32
                vars |      5
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
         common vars | Date
---------------------+---------------------------------------------------
> ------
variable ISIN does not uniquely identify observations in the master
    data
result          file | var.dta
                 obs |   6944
                vars |      8  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |   6944  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------
(6,944 missing values generated)
(6,944 real changes made)
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_low_ph_expo_ew.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_low_ph_expo_ew.dta saved

. 
. /*=====================================================================
> =========*/
. /* Green firms in the 5-7th deciles of Green Revenues N = 63 */
. /*=====================================================================
> =========*/
. 
. clear

. import excel "${raw}US_MinGR_top57Xtile.xlsx" , sheet("Sheet2") cellran
> ge(A4:HM74) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(7 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(63 missing values generated)

. replace Market_ID = 1
(63 real changes made)

. 
. save "${data}List_US_MinGR_top57Xtile.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top57Xtile.dta saved

. 
. 
. clear

. import excel "${raw}US_MinGR_top57Xtile.xlsx" , sheet("Sheet2") cellran
> ge(A4:HM74) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(7 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       63   ->   13671
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(63 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(13,671 missing values generated)

. replace Market_ID = 1
(13,671 real changes made)

. 
. save "${data}Returns_US_MinGR_top57Xtile.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top57Xtile.dta saved

. 
. /*========================================*/
. /*  TRUMP ELECTION ON BASELINE SAMPLE */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. insheet using "${raw}2013USBaselineTop8XtileTrump.csv"
(5 vars, 25,746 obs)

. 
. rename isin ISIN

. keep ISIN

. // Trump election date
. gen Date = "November 8, 2016"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(25,746 missing values generated)

. replace Market_ID = 1
(25,746 real changes made)

. 
. duplicates drop

Duplicates in terms of all variables

(25,618 observations deleted)

. count 
  128

. codebook ISIN

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  128                      missing "":  0/128

              examples:  "US16951C1080"
                         "US42726M1062"
                         "US6748705067"
                         "US8762142060"

. 
. save "${data}List_2013USBaselineTop8XtileTrump", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_2013USBaselineTop8XtileTrump.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_2013USBaselineTop8XtileTrump.dta saved

. 
. // Security_Returns
. 
. clear

. insheet using "${raw}2013USBaselineTop8XtileTrump.csv"
(5 vars, 25,746 obs)

. 
. rename isin ISIN

. rename adjclose Price_unadjusted

. 
. duplicates drop

Duplicates in terms of all variables

(439 observations deleted)

. 
. gen Date = date(marketdate, "DMY")

. format  Date %d

. sort ISIN Date // 02 may 2015 to 28 feb 2017

. 
. bys ISIN (Date): gen TradingDay = _n

. 
. bys ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Price
> _unadjusted[_n-1])
(264 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(25,307 missing values generated)

. replace Market_ID = 1
(25,307 real changes made)

. 
. save "${data}Returns_2013USBaselineTop8XtileTrump", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_2013USBaselineTop8XtileTrump.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_2013USBaselineTop8XtileTrump.dta saved

. 
. // Factor_Returns File 
. 
. import delimited "${raw}F-F_Research_Data_Factors_daily.CSV", clear 
(5 vars, 25,215 obs)

. 
. drop in 1/4
(4 observations deleted)

. 
. rename v1 TradingDay

. rename v2 Mkt_RF

. rename v3 SMB

. rename v4 HML

. rename v5 RF

. drop if TradingDay=="Copyright 2022 Kenneth R. French"
(1 observation deleted)

. 
. destring TradingDay, gen(TradingDay2)
TradingDay: all characters numeric; TradingDay2 generated as long

. 
. // Sample period: 02/05/2015 - 28/02/2017
. keep if TradingDay2>=20150502
(23,468 observations deleted)

. drop if TradingDay2>20170228
(1,282 observations deleted)

. 
. gen n = _n

. 
. rename TradingDay FFDate

. 
. rename n TradingDay

. 
. generate DateNum = date(FFDate, "YMD")

. format %td DateNum

. 
. drop TradingDay2

. 
. rename DateNum Date

.  
. drop FFDate  

. 
. destring  Mkt_RF SMB HML RF, generate( Mkt_RFNum  SMBNum HMLNum RFNum) 
> force
Mkt_RF: all characters numeric; Mkt_RFNum generated as double
SMB: all characters numeric; SMBNum generated as double
HML: all characters numeric; HMLNum generated as double
RF: all characters numeric; RFNum generated as double

. 
. gen MktNum = Mkt_RFNum +  RFNum

. 
. drop Mkt_RF SMB HML RF TradingDay

. 
. order Date MktNum SMBNum HMLNum RFNum Mkt_RFNum

. 
. gen Market_ID = .
(460 missing values generated)

. replace Market_ID = 1
(460 real changes made)

. 
. count
  460

. 
. save "${data}Market_2013USBaselineTop8XtileTrump", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Market_2013USBaselineTop8XtileTrump.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Market_2013USBaselineTop8XtileTrump.dta saved

. 
. /*========================================*/
. /*  BASELINE EU15 */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. insheet using "${raw}2013EU15_PA.csv"
(5 vars, 13,037 obs)

. 
. rename isin ISIN

. keep ISIN

. 
. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(13,037 missing values generated)

. replace Market_ID = 1
(13,037 real changes made)

. 
. duplicates drop

Duplicates in terms of all variables

(12,976 observations deleted)

. count 
  61

. codebook ISIN 

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  61                       missing "":  0/61

              examples:  "DE000A0LAUP1"
                         "FI0009007132"
                         "GB0007995243"
                         "GB00BKY40Q38"

. 
. save "${data}List_PA_EU", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_PA_EU.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_PA_EU.dta saved

. 
. // Security_Returns
. 
. clear

. insheet using "${raw}2013EU15_PA.csv"
(5 vars, 13,037 obs)

. 
. rename isin ISIN

. rename adjclose Price_unadjusted

. 
. duplicates drop

Duplicates in terms of all variables

(211 observations deleted)

. 
. gen Date = date(marketdate, "DMY")

. format  Date %d

. sort ISIN Date

. 
. bys ISIN (Date): gen TradingDay = _n

. 
. bys ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Price
> _unadjusted[_n-1])
(65 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(12,826 missing values generated)

. replace Market_ID = 1
(12,826 real changes made)

. 
. save "Returns_PA_EU", replace
file Returns_PA_EU.dta saved

. 
. // Factor_Returns File 
. 
. import delimited "${raw}Europe_3_Factors_Daily.csv", clear 
(5 vars, 8,287 obs)

. 
. drop in 1/3
(3 observations deleted)

. 
. rename v1 TradingDay

. rename v2 Mkt_RF

. rename v3 SMB

. rename v4 HML

. rename v5 RF

. 
. destring TradingDay, gen(TradingDay2)
TradingDay: all characters numeric; TradingDay2 generated as long

. 
. keep if TradingDay2>=20150501
(6,479 observations deleted)

. drop if TradingDay2>20160229
(1,588 observations deleted)

. 
. gen n = _n

. 
. rename TradingDay FFDate

. 
. rename n TradingDay

. 
. generate DateNum = date(FFDate, "YMD")

. format %td DateNum

. 
. drop TradingDay2

. 
. rename DateNum Date

.  
. drop FFDate  

. 
. destring  Mkt_RF SMB HML RF, generate( Mkt_RFNum  SMBNum HMLNum RFNum) 
> force
Mkt_RF: all characters numeric; Mkt_RFNum generated as double
SMB: all characters numeric; SMBNum generated as double
HML: all characters numeric; HMLNum generated as double
RF: all characters numeric; RFNum generated as byte

. 
. gen MktNum = Mkt_RFNum +  RFNum

. 
. drop Mkt_RF SMB HML RF TradingDay

. 
. order Date MktNum SMBNum HMLNum RFNum Mkt_RFNum

. 
. gen Market_ID = .
(217 missing values generated)

. replace Market_ID = 1
(217 real changes made)

. 
. save "Market_PA_EU", replace
file Market_PA_EU.dta saved

. 
. /*========================================*/
. /*  BASELINE JAPAN */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. insheet using "${raw}2013JP_PA.csv"
(5 vars, 9,696 obs)

. 
. rename isin ISIN

. keep ISIN

. 
. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(9,696 missing values generated)

. replace Market_ID = 1
(9,696 real changes made)

. 
. duplicates drop

Duplicates in terms of all variables

(9,648 observations deleted)

. count 
  48

. codebook ISIN 

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  48                       missing "":  0/48

              examples:  "JP3279400000"
                         "JP3420600003"
                         "JP3585400009"
                         "JP3777800008"

. 
. save "${data}List_PA_JP", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_PA_JP.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_PA_JP.dta saved

. 
. // Security_Returns
. 
. clear

. insheet using "${raw}2013JP_PA.csv"
(5 vars, 9,696 obs)

. 
. rename isin ISIN

. rename adjclose Price_unadjusted

. 
. duplicates drop

Duplicates in terms of all variables

(0 observations are duplicates)

. 
. gen Date = date(marketdate, "DMY")

. format  Date %d

. sort ISIN Date 

. 
. bys ISIN (Date): gen TradingDay = _n

. 
. bys ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Price
> _unadjusted[_n-1])
(48 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(9,696 missing values generated)

. replace Market_ID = 1
(9,696 real changes made)

. 
. save "${data}Returns_PA_JP", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_PA_JP.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_PA_JP.dta saved

. 
. // Factor_Returns File 
. 
. import delimited "${raw}Japan_3_Factors_Daily.csv", clear 
(5 vars, 8,287 obs)

. 
. drop in 1/3
(3 observations deleted)

. 
. rename v1 TradingDay

. rename v2 Mkt_RF

. rename v3 SMB

. rename v4 HML

. rename v5 RF

. 
. destring TradingDay, gen(TradingDay2)
TradingDay: all characters numeric; TradingDay2 generated as long

. 
. keep if TradingDay2>=20150501
(6,479 observations deleted)

. drop if TradingDay2>20160229
(1,588 observations deleted)

. 
. gen n = _n

. 
. rename TradingDay FFDate

. 
. rename n TradingDay

. 
. generate DateNum = date(FFDate, "YMD")

. format %td DateNum

. 
. drop TradingDay2

. 
. rename DateNum Date

.  
. drop FFDate  

. 
. destring  Mkt_RF SMB HML RF, generate( Mkt_RFNum  SMBNum HMLNum RFNum) 
> force
Mkt_RF: all characters numeric; Mkt_RFNum generated as double
SMB: all characters numeric; SMBNum generated as double
HML: all characters numeric; HMLNum generated as double
RF: all characters numeric; RFNum generated as byte

. 
. gen MktNum = Mkt_RFNum +  RFNum

. 
. drop Mkt_RF SMB HML RF TradingDay

. 
. order Date MktNum SMBNum HMLNum RFNum Mkt_RFNum

. 
. gen Market_ID = .
(217 missing values generated)

. replace Market_ID = 1
(217 real changes made)

. 
. save "${data}Market_PA_JP", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Market_PA_JP.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Market_PA_JP.dta saved

. 
. /*=====================================================================
> ===========*/
. /*  BASELINE WITH CLIMATE RISK FROM GOSTLOW AS A 4TH FACTOR IN FAMA-FRE
> NCH MODEL */
. /*=====================================================================
> ===========*/
. 
. clear

. insheet using "${raw}climatefactors_data.csv"
(5 vars, 119 obs)

. // This is monthly data with risk factors based on a cross-sectional ap
> proch 
. // The Fama-French three-factors utilise a time-series approach whereas
>  I utilise a cross-sectional approach.
. 
. replace v1 = subinstr(v1, "/", "",.)
(119 real changes made)

. 
. generate Date = date(v1, "DMY")

. format %td Date

. 
. gen avg_risk = (sea + wind + heat + rain)/4

. 
. save "${data}climatefactors_data", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/climatefactors_data.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/climatefactors_data.dta saved

. 
. // Fama-French 
. 
. import delimited "${raw}F-F_Research_Data_Factors_daily.CSV", clear 
(5 vars, 25,215 obs)

. 
. drop in 1/4
(4 observations deleted)

. 
. rename v1 TradingDay

. rename v2 Mkt_RF

. rename v3 SMB

. rename v4 HML

. rename v5 RF

. drop if TradingDay=="Copyright 2022 Kenneth R. French"
(1 observation deleted)

. 
. destring TradingDay, gen(TradingDay2)
TradingDay: all characters numeric; TradingDay2 generated as long

. 
. // Sample period: 30/04/2015 - 26/02/2016
. keep if TradingDay2>=20150501
(23,467 observations deleted)

. drop if TradingDay2>20160229
(1,534 observations deleted)

. 
. gen n = _n

. 
. rename TradingDay FFDate

. 
. rename n TradingDay

. 
. generate DateNum = date(FFDate, "YMD")

. format %td DateNum

. 
. drop TradingDay2

. 
. rename DateNum Date

.  
. drop FFDate   

. 
. destring  Mkt_RF SMB HML RF, generate( Mkt_RFNum  SMBNum HMLNum RFNum) 
> force
Mkt_RF: all characters numeric; Mkt_RFNum generated as double
SMB: all characters numeric; SMBNum generated as double
HML: all characters numeric; HMLNum generated as double
RF: all characters numeric; RFNum generated as double

. 
. gen MktNum = Mkt_RFNum + RFNum

. 
. drop Mkt_RF SMB HML RF TradingDay

. 
. order Date MktNum SMBNum HMLNum RFNum Mkt_RFNum

. 
. gen Market_ID = .
(209 missing values generated)

. replace Market_ID = 1
(209 real changes made)

. 
. count 
  209

. 
. mmerge Date using "${raw}longshort_427factor.dta", unmatched(master) um
> atch(date)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | master
---------------------+---------------------------------------------------
> ------
  master        file | <data in memory not named>
                 obs |    209
                vars |      7
          match vars | Date  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/RAW/longshort_427factor.dta
                 obs |   4281
                vars |      3
          match vars | date  (key)
---------------------+---------------------------------------------------
> ------
result          file | <data in memory not named>
                 obs |    209
                vars |     11  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |    209  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

. mmerge Date using "${data}climatefactors_data", unmatched(both) 

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | both
---------------------+---------------------------------------------------
> ------
  master        file | <data in memory not named>
                 obs |    209
                vars |      9
          match vars | Date  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/climatefactors_data.dta
                 obs |    119
                vars |      7
          match vars | Date  (key)
---------------------+---------------------------------------------------
> ------
result          file | <data in memory not named>
                 obs |    318
                vars |     17  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |    199  obs only in master data                (co
> de==1)
                     |    109  obs only in using data                 (co
> de==2)
                     |     10  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

. 
. replace avg_risk = avg_risk[_n-1] if missing(avg_risk) 
(180 real changes made)

. 
. foreach var in sea wind heat rain{
  2.         replace `var' = `var'[_n-1] if missing(`var') 
  3. }
(180 real changes made)
(180 real changes made)
(180 real changes made)
(180 real changes made)

. 
. drop v1

. drop if MktNum==.
(109 observations deleted)

. 
. save "${data}Market_Gostlow", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Market_Gostlow.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Market_Gostlow.dta saved

. 
. 
. /*========================================*/
. /* DIRTY FIRMS SCOPE 1 SIC 491 */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}Trucost_US_top10pcCISc1_491.xlsx" , sheet("Sheet2")
>  cellrange(A4:HM27) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(0 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(23 missing values generated)

. replace Market_ID = 1
(23 real changes made)

. 
. save "${data}List_Trucost_US_top10pcCISc1_491", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_Trucost_US_top10pcCISc1_491.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_Trucost_US_top10pcCISc1_491.dta saved

. 
. // Security_Returns
. 
. clear

. import excel "${raw}Trucost_US_top10pcCISc1_491.xlsx" , sheet("Sheet2")
>  cellrange(A4:HM27) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(0 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       23   ->    4991
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(23 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(4,991 missing values generated)

. replace Market_ID = 1
(4,991 real changes made)

. 
. save "${data}Returns_Trucost_US_top10pcCISc1_491"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_Trucost_US_top10pcCISc1_491.dta saved

. 
. /*=====================================================================
> =========*/
. /* Greenest firms in Electric Services sector */
. /*=====================================================================
> =========*/
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile.xlsx", sheet("Sheet2") cellrange
> (A4:HM73) firstrow clear

. drop if missing(ISIN)
(4 observations deleted)

. drop if missing(Code)
(2 observations deleted)

. save "${data}US_MinGR_top8Xtile.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/US_MinGR_top8Xtile.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/US_MinGR_top8Xtile.dta saved

. 
. // US_MinGR_top8Xtile_Excl491
. import excel "${raw}US_MinGR_top8Xtile_Excl491.xlsx", sheet("Sheet2") c
> ellrange(A4:HM63) firstrow clear

. drop if missing(ISIN)
(4 observations deleted)

. drop if missing(Code)
(2 observations deleted)

. keep ISIN 

. save "${data}US_MinGR_top8Xtile_Excl491.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/US_MinGR_top8Xtile_Excl491.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/US_MinGR_top8Xtile_Excl491.dta saved

. 
. // Create sample with ONLY firms in SIC=491 (Electricity generation) //
>  
. use "${data}US_MinGR_top8Xtile.dta", clear

. mmerge ISIN using "${data}US_MinGR_top8Xtile_Excl491", type(1:1) missin
> g(nomatch)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | 1:1
  mv's on match vars | nomatch
  unmatched obs from | both
---------------------+---------------------------------------------------
> ------
  master        file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/US_MinGR_top8Xtile.dta
                 obs |     63
                vars |    221
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/US_MinGR_top8Xtile_Excl491.dta
                 obs |     53
                vars |      1
          match vars | ISIN  (key)
---------------------+---------------------------------------------------
> ------
result          file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/US_MinGR_top8Xtile.dta
                 obs |     63
                vars |    223  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |     10  obs only in master data                (co
> de==1)
                     |     53  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

. keep if _merge==1
(53 observations deleted)

. drop _merge

. 
. save "${data}US_MinGR_top8Xtile_ONLY491.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/US_MinGR_top8Xtile_ONLY491.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/US_MinGR_top8Xtile_ONLY491.dta saved

. 
. /* Security_List */
. 
. use "${data}US_MinGR_top8Xtile_ONLY491.dta", clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(0 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015 already numeric; no replace
var3__5_5_2015 already numeric; no replace
var4__5_6_2015 already numeric; no replace
var5__5_7_2015 already numeric; no replace
var6__5_8_2015 already numeric; no replace
var7_5_11_2015 already numeric; no replace
var8_5_12_2015 already numeric; no replace
var9_5_13_2015 already numeric; no replace
var10_5_14_2015 already numeric; no replace
var11_5_15_2015 already numeric; no replace
var12_5_18_2015 already numeric; no replace
var13_5_19_2015 already numeric; no replace
var14_5_20_2015 already numeric; no replace
var15_5_21_2015 already numeric; no replace
var16_5_22_2015 already numeric; no replace
var17_5_25_2015 already numeric; no replace
var18_5_26_2015 already numeric; no replace
var19_5_27_2015 already numeric; no replace
var20_5_28_2015 already numeric; no replace
var21_5_29_2015 already numeric; no replace
var22__6_1_2015 already numeric; no replace
var23__6_2_2015 already numeric; no replace
var24__6_3_2015 already numeric; no replace
var25__6_4_2015 already numeric; no replace
var26__6_5_2015 already numeric; no replace
var27__6_8_2015 already numeric; no replace
var28__6_9_2015 already numeric; no replace
var29_6_10_2015 already numeric; no replace
var30_6_11_2015 already numeric; no replace
var31_6_12_2015 already numeric; no replace
var32_6_15_2015 already numeric; no replace
var33_6_16_2015 already numeric; no replace
var34_6_17_2015 already numeric; no replace
var35_6_18_2015 already numeric; no replace
var36_6_19_2015 already numeric; no replace
var37_6_22_2015 already numeric; no replace
var38_6_23_2015 already numeric; no replace
var39_6_24_2015 already numeric; no replace
var40_6_25_2015 already numeric; no replace
var41_6_26_2015 already numeric; no replace
var42_6_29_2015 already numeric; no replace
var43_6_30_2015 already numeric; no replace
var44__7_1_2015 already numeric; no replace
var45__7_2_2015 already numeric; no replace
var46__7_3_2015 already numeric; no replace
var47__7_6_2015 already numeric; no replace
var48__7_7_2015 already numeric; no replace
var49__7_8_2015 already numeric; no replace
var50__7_9_2015 already numeric; no replace
var51_7_10_2015 already numeric; no replace
var52_7_13_2015 already numeric; no replace
var53_7_14_2015 already numeric; no replace
var54_7_15_2015 already numeric; no replace
var55_7_16_2015 already numeric; no replace
var56_7_17_2015 already numeric; no replace
var57_7_20_2015 already numeric; no replace
var58_7_21_2015 already numeric; no replace
var59_7_22_2015 already numeric; no replace
var60_7_23_2015 already numeric; no replace
var61_7_24_2015 already numeric; no replace
var62_7_27_2015 already numeric; no replace
var63_7_28_2015 already numeric; no replace
var64_7_29_2015 already numeric; no replace
var65_7_30_2015 already numeric; no replace
var66_7_31_2015 already numeric; no replace
var67__8_3_2015 already numeric; no replace
var68__8_4_2015 already numeric; no replace
var69__8_5_2015 already numeric; no replace
var70__8_6_2015 already numeric; no replace
var71__8_7_2015 already numeric; no replace
var72_8_10_2015 already numeric; no replace
var73_8_11_2015 already numeric; no replace
var74_8_12_2015 already numeric; no replace
var75_8_13_2015 already numeric; no replace
var76_8_14_2015 already numeric; no replace
var77_8_17_2015 already numeric; no replace
var78_8_18_2015 already numeric; no replace
var79_8_19_2015 already numeric; no replace
var80_8_20_2015 already numeric; no replace
var81_8_21_2015 already numeric; no replace
var82_8_24_2015 already numeric; no replace
var83_8_25_2015 already numeric; no replace
var84_8_26_2015 already numeric; no replace
var85_8_27_2015 already numeric; no replace
var86_8_28_2015 already numeric; no replace
var87_8_31_2015 already numeric; no replace
var88__9_1_2015 already numeric; no replace
var89__9_2_2015 already numeric; no replace
var90__9_3_2015 already numeric; no replace
var91__9_4_2015 already numeric; no replace
var92__9_7_2015 already numeric; no replace
var93__9_8_2015 already numeric; no replace
var94__9_9_2015 already numeric; no replace
var95_9_10_2015 already numeric; no replace
var96_9_11_2015 already numeric; no replace
var97_9_14_2015 already numeric; no replace
var98_9_15_2015 already numeric; no replace
var99_9_16_2015 already numeric; no replace
var100_9_17_2015 already numeric; no replace
var101_9_18_2015 already numeric; no replace
var102_9_21_2015 already numeric; no replace
var103_9_22_2015 already numeric; no replace
var104_9_23_2015 already numeric; no replace
var105_9_24_2015 already numeric; no replace
var106_9_25_2015 already numeric; no replace
var107_9_28_2015 already numeric; no replace
var108_9_29_2015 already numeric; no replace
var109_9_30_2015 already numeric; no replace
var110_10_1_2015 already numeric; no replace
var111_10_2_2015 already numeric; no replace
var112_10_5_2015 already numeric; no replace
var113_10_6_2015 already numeric; no replace
var114_10_7_2015 already numeric; no replace
var115_10_8_2015 already numeric; no replace
var116_10_9_2015 already numeric; no replace
var117_10_12_2015 already numeric; no replace
var118_10_13_2015 already numeric; no replace
var119_10_14_2015 already numeric; no replace
var120_10_15_2015 already numeric; no replace
var121_10_16_2015 already numeric; no replace
var122_10_19_2015 already numeric; no replace
var123_10_20_2015 already numeric; no replace
var124_10_21_2015 already numeric; no replace
var125_10_22_2015 already numeric; no replace
var126_10_23_2015 already numeric; no replace
var127_10_26_2015 already numeric; no replace
var128_10_27_2015 already numeric; no replace
var129_10_28_2015 already numeric; no replace
var130_10_29_2015 already numeric; no replace
var131_10_30_2015 already numeric; no replace
var132_11_2_2015 already numeric; no replace
var133_11_3_2015 already numeric; no replace
var134_11_4_2015 already numeric; no replace
var135_11_5_2015 already numeric; no replace
var136_11_6_2015 already numeric; no replace
var137_11_9_2015 already numeric; no replace
var138_11_10_2015 already numeric; no replace
var139_11_11_2015 already numeric; no replace
var140_11_12_2015 already numeric; no replace
var141_11_13_2015 already numeric; no replace
var142_11_16_2015 already numeric; no replace
var143_11_17_2015 already numeric; no replace
var144_11_18_2015 already numeric; no replace
var145_11_19_2015 already numeric; no replace
var146_11_20_2015 already numeric; no replace
var147_11_23_2015 already numeric; no replace
var148_11_24_2015 already numeric; no replace
var149_11_25_2015 already numeric; no replace
var150_11_26_2015 already numeric; no replace
var151_11_27_2015 already numeric; no replace
var152_11_30_2015 already numeric; no replace
var153_12_1_2015 already numeric; no replace
var154_12_2_2015 already numeric; no replace
var155_12_3_2015 already numeric; no replace
var156_12_4_2015 already numeric; no replace
var157_12_7_2015 already numeric; no replace
var158_12_8_2015 already numeric; no replace
var159_12_9_2015 already numeric; no replace
var160_12_10_2015 already numeric; no replace
var161_12_11_2015 already numeric; no replace
var162_12_14_2015 already numeric; no replace
var163_12_15_2015 already numeric; no replace
var164_12_16_2015 already numeric; no replace
var165_12_17_2015 already numeric; no replace
var166_12_18_2015 already numeric; no replace
var167_12_21_2015 already numeric; no replace
var168_12_22_2015 already numeric; no replace
var169_12_23_2015 already numeric; no replace
var170_12_24_2015 already numeric; no replace
var171_12_25_2015 already numeric; no replace
var172_12_28_2015 already numeric; no replace
var173_12_29_2015 already numeric; no replace
var174_12_30_2015 already numeric; no replace
var175_12_31_2015 already numeric; no replace
var176__1_1_2016 already numeric; no replace
var177__1_4_2016 already numeric; no replace
var178__1_5_2016 already numeric; no replace
var179__1_6_2016 already numeric; no replace
var180__1_7_2016 already numeric; no replace
var181__1_8_2016 already numeric; no replace
var182_1_11_2016 already numeric; no replace
var183_1_12_2016 already numeric; no replace
var184_1_13_2016 already numeric; no replace
var185_1_14_2016 already numeric; no replace
var186_1_15_2016 already numeric; no replace
var187_1_18_2016 already numeric; no replace
var188_1_19_2016 already numeric; no replace
var189_1_20_2016 already numeric; no replace
var190_1_21_2016 already numeric; no replace
var191_1_22_2016 already numeric; no replace
var192_1_25_2016 already numeric; no replace
var193_1_26_2016 already numeric; no replace
var194_1_27_2016 already numeric; no replace
var195_1_28_2016 already numeric; no replace
var196_1_29_2016 already numeric; no replace
var197__2_1_2016 already numeric; no replace
var198__2_2_2016 already numeric; no replace
var199__2_3_2016 already numeric; no replace
var200__2_4_2016 already numeric; no replace
var201__2_5_2016 already numeric; no replace
var202__2_8_2016 already numeric; no replace
var203__2_9_2016 already numeric; no replace
var204_2_10_2016 already numeric; no replace
var205_2_11_2016 already numeric; no replace
var206_2_12_2016 already numeric; no replace
var207_2_15_2016 already numeric; no replace
var208_2_16_2016 already numeric; no replace
var209_2_17_2016 already numeric; no replace
var210_2_18_2016 already numeric; no replace
var211_2_19_2016 already numeric; no replace
var212_2_22_2016 already numeric; no replace
var213_2_23_2016 already numeric; no replace
var214_2_24_2016 already numeric; no replace
var215_2_25_2016 already numeric; no replace
var216_2_26_2016 already numeric; no replace
var217_2_29_2016 already numeric; no replace

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(10 missing values generated)

. replace Market_ID = 1
(10 real changes made)

. 
. save "${data}List_US_MinGR_top8Xtile_ONLY491", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_US_MinGR_top8Xtile_ONLY491.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top8Xtile_ONLY491.dta saved

. 
. // Security_Returns
. 
. use "${data}US_MinGR_top8Xtile_ONLY491.dta", clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(0 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(3 missing values generated)
var2__5_4_2015 already numeric; no replace
var3__5_5_2015 already numeric; no replace
var4__5_6_2015 already numeric; no replace
var5__5_7_2015 already numeric; no replace
var6__5_8_2015 already numeric; no replace
var7_5_11_2015 already numeric; no replace
var8_5_12_2015 already numeric; no replace
var9_5_13_2015 already numeric; no replace
var10_5_14_2015 already numeric; no replace
var11_5_15_2015 already numeric; no replace
var12_5_18_2015 already numeric; no replace
var13_5_19_2015 already numeric; no replace
var14_5_20_2015 already numeric; no replace
var15_5_21_2015 already numeric; no replace
var16_5_22_2015 already numeric; no replace
var17_5_25_2015 already numeric; no replace
var18_5_26_2015 already numeric; no replace
var19_5_27_2015 already numeric; no replace
var20_5_28_2015 already numeric; no replace
var21_5_29_2015 already numeric; no replace
var22__6_1_2015 already numeric; no replace
var23__6_2_2015 already numeric; no replace
var24__6_3_2015 already numeric; no replace
var25__6_4_2015 already numeric; no replace
var26__6_5_2015 already numeric; no replace
var27__6_8_2015 already numeric; no replace
var28__6_9_2015 already numeric; no replace
var29_6_10_2015 already numeric; no replace
var30_6_11_2015 already numeric; no replace
var31_6_12_2015 already numeric; no replace
var32_6_15_2015 already numeric; no replace
var33_6_16_2015 already numeric; no replace
var34_6_17_2015 already numeric; no replace
var35_6_18_2015 already numeric; no replace
var36_6_19_2015 already numeric; no replace
var37_6_22_2015 already numeric; no replace
var38_6_23_2015 already numeric; no replace
var39_6_24_2015 already numeric; no replace
var40_6_25_2015 already numeric; no replace
var41_6_26_2015 already numeric; no replace
var42_6_29_2015 already numeric; no replace
var43_6_30_2015 already numeric; no replace
var44__7_1_2015 already numeric; no replace
var45__7_2_2015 already numeric; no replace
var46__7_3_2015 already numeric; no replace
var47__7_6_2015 already numeric; no replace
var48__7_7_2015 already numeric; no replace
var49__7_8_2015 already numeric; no replace
var50__7_9_2015 already numeric; no replace
var51_7_10_2015 already numeric; no replace
var52_7_13_2015 already numeric; no replace
var53_7_14_2015 already numeric; no replace
var54_7_15_2015 already numeric; no replace
var55_7_16_2015 already numeric; no replace
var56_7_17_2015 already numeric; no replace
var57_7_20_2015 already numeric; no replace
var58_7_21_2015 already numeric; no replace
var59_7_22_2015 already numeric; no replace
var60_7_23_2015 already numeric; no replace
var61_7_24_2015 already numeric; no replace
var62_7_27_2015 already numeric; no replace
var63_7_28_2015 already numeric; no replace
var64_7_29_2015 already numeric; no replace
var65_7_30_2015 already numeric; no replace
var66_7_31_2015 already numeric; no replace
var67__8_3_2015 already numeric; no replace
var68__8_4_2015 already numeric; no replace
var69__8_5_2015 already numeric; no replace
var70__8_6_2015 already numeric; no replace
var71__8_7_2015 already numeric; no replace
var72_8_10_2015 already numeric; no replace
var73_8_11_2015 already numeric; no replace
var74_8_12_2015 already numeric; no replace
var75_8_13_2015 already numeric; no replace
var76_8_14_2015 already numeric; no replace
var77_8_17_2015 already numeric; no replace
var78_8_18_2015 already numeric; no replace
var79_8_19_2015 already numeric; no replace
var80_8_20_2015 already numeric; no replace
var81_8_21_2015 already numeric; no replace
var82_8_24_2015 already numeric; no replace
var83_8_25_2015 already numeric; no replace
var84_8_26_2015 already numeric; no replace
var85_8_27_2015 already numeric; no replace
var86_8_28_2015 already numeric; no replace
var87_8_31_2015 already numeric; no replace
var88__9_1_2015 already numeric; no replace
var89__9_2_2015 already numeric; no replace
var90__9_3_2015 already numeric; no replace
var91__9_4_2015 already numeric; no replace
var92__9_7_2015 already numeric; no replace
var93__9_8_2015 already numeric; no replace
var94__9_9_2015 already numeric; no replace
var95_9_10_2015 already numeric; no replace
var96_9_11_2015 already numeric; no replace
var97_9_14_2015 already numeric; no replace
var98_9_15_2015 already numeric; no replace
var99_9_16_2015 already numeric; no replace
var100_9_17_2015 already numeric; no replace
var101_9_18_2015 already numeric; no replace
var102_9_21_2015 already numeric; no replace
var103_9_22_2015 already numeric; no replace
var104_9_23_2015 already numeric; no replace
var105_9_24_2015 already numeric; no replace
var106_9_25_2015 already numeric; no replace
var107_9_28_2015 already numeric; no replace
var108_9_29_2015 already numeric; no replace
var109_9_30_2015 already numeric; no replace
var110_10_1_2015 already numeric; no replace
var111_10_2_2015 already numeric; no replace
var112_10_5_2015 already numeric; no replace
var113_10_6_2015 already numeric; no replace
var114_10_7_2015 already numeric; no replace
var115_10_8_2015 already numeric; no replace
var116_10_9_2015 already numeric; no replace
var117_10_12_2015 already numeric; no replace
var118_10_13_2015 already numeric; no replace
var119_10_14_2015 already numeric; no replace
var120_10_15_2015 already numeric; no replace
var121_10_16_2015 already numeric; no replace
var122_10_19_2015 already numeric; no replace
var123_10_20_2015 already numeric; no replace
var124_10_21_2015 already numeric; no replace
var125_10_22_2015 already numeric; no replace
var126_10_23_2015 already numeric; no replace
var127_10_26_2015 already numeric; no replace
var128_10_27_2015 already numeric; no replace
var129_10_28_2015 already numeric; no replace
var130_10_29_2015 already numeric; no replace
var131_10_30_2015 already numeric; no replace
var132_11_2_2015 already numeric; no replace
var133_11_3_2015 already numeric; no replace
var134_11_4_2015 already numeric; no replace
var135_11_5_2015 already numeric; no replace
var136_11_6_2015 already numeric; no replace
var137_11_9_2015 already numeric; no replace
var138_11_10_2015 already numeric; no replace
var139_11_11_2015 already numeric; no replace
var140_11_12_2015 already numeric; no replace
var141_11_13_2015 already numeric; no replace
var142_11_16_2015 already numeric; no replace
var143_11_17_2015 already numeric; no replace
var144_11_18_2015 already numeric; no replace
var145_11_19_2015 already numeric; no replace
var146_11_20_2015 already numeric; no replace
var147_11_23_2015 already numeric; no replace
var148_11_24_2015 already numeric; no replace
var149_11_25_2015 already numeric; no replace
var150_11_26_2015 already numeric; no replace
var151_11_27_2015 already numeric; no replace
var152_11_30_2015 already numeric; no replace
var153_12_1_2015 already numeric; no replace
var154_12_2_2015 already numeric; no replace
var155_12_3_2015 already numeric; no replace
var156_12_4_2015 already numeric; no replace
var157_12_7_2015 already numeric; no replace
var158_12_8_2015 already numeric; no replace
var159_12_9_2015 already numeric; no replace
var160_12_10_2015 already numeric; no replace
var161_12_11_2015 already numeric; no replace
var162_12_14_2015 already numeric; no replace
var163_12_15_2015 already numeric; no replace
var164_12_16_2015 already numeric; no replace
var165_12_17_2015 already numeric; no replace
var166_12_18_2015 already numeric; no replace
var167_12_21_2015 already numeric; no replace
var168_12_22_2015 already numeric; no replace
var169_12_23_2015 already numeric; no replace
var170_12_24_2015 already numeric; no replace
var171_12_25_2015 already numeric; no replace
var172_12_28_2015 already numeric; no replace
var173_12_29_2015 already numeric; no replace
var174_12_30_2015 already numeric; no replace
var175_12_31_2015 already numeric; no replace
var176__1_1_2016 already numeric; no replace
var177__1_4_2016 already numeric; no replace
var178__1_5_2016 already numeric; no replace
var179__1_6_2016 already numeric; no replace
var180__1_7_2016 already numeric; no replace
var181__1_8_2016 already numeric; no replace
var182_1_11_2016 already numeric; no replace
var183_1_12_2016 already numeric; no replace
var184_1_13_2016 already numeric; no replace
var185_1_14_2016 already numeric; no replace
var186_1_15_2016 already numeric; no replace
var187_1_18_2016 already numeric; no replace
var188_1_19_2016 already numeric; no replace
var189_1_20_2016 already numeric; no replace
var190_1_21_2016 already numeric; no replace
var191_1_22_2016 already numeric; no replace
var192_1_25_2016 already numeric; no replace
var193_1_26_2016 already numeric; no replace
var194_1_27_2016 already numeric; no replace
var195_1_28_2016 already numeric; no replace
var196_1_29_2016 already numeric; no replace
var197__2_1_2016 already numeric; no replace
var198__2_2_2016 already numeric; no replace
var199__2_3_2016 already numeric; no replace
var200__2_4_2016 already numeric; no replace
var201__2_5_2016 already numeric; no replace
var202__2_8_2016 already numeric; no replace
var203__2_9_2016 already numeric; no replace
var204_2_10_2016 already numeric; no replace
var205_2_11_2016 already numeric; no replace
var206_2_12_2016 already numeric; no replace
var207_2_15_2016 already numeric; no replace
var208_2_16_2016 already numeric; no replace
var209_2_17_2016 already numeric; no replace
var210_2_18_2016 already numeric; no replace
var211_2_19_2016 already numeric; no replace
var212_2_22_2016 already numeric; no replace
var213_2_23_2016 already numeric; no replace
var214_2_24_2016 already numeric; no replace
var215_2_25_2016 already numeric; no replace
var216_2_26_2016 already numeric; no replace
var217_2_29_2016 already numeric; no replace

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       10   ->    2170
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(178 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(2,170 missing values generated)

. replace Market_ID = 1
(2,170 real changes made)

. 
. save "${data}Returns_US_MinGR_top8Xtile_ONLY491.dta", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_US_MinGR_top8Xtile_ONLY491.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top8Xtile_ONLY491.dta saved

. 
. /*========================================*/
. /* BASELINE EXCLUDING 491 */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile_Excl491.xlsx" , sheet("Sheet2") 
> cellrange(A4:HM48) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(4 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(40 missing values generated)

. replace Market_ID = 1
(40 real changes made)

. 
. save "${data}List_US_MinGR_top8Xtile_Excl491.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top8Xtile_Excl491.dta saved

. 
. /* Security_Returns */
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile_Excl491.xlsx" , sheet("Sheet2") 
> cellrange(A4:HM48) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(4 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       40   ->    8680
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(40 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(8,680 missing values generated)

. replace Market_ID = 1
(8,680 real changes made)

. 
. save "${data}Returns_US_MinGR_top8Xtile_Excl491.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top8Xtile_Excl491.dta saved

. 
. /*========================================*/
. /* BASELINE EXCLUDING 49 */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile_Excl49.xlsx" , sheet("Sheet2") c
> ellrange(A4:HM48) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(6 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(38 missing values generated)

. replace Market_ID = 1
(38 real changes made)

. 
. save "${data}List_US_MinGR_top8Xtile_Excl49.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_US_MinGR_top8Xtile_Excl49.dta saved

. 
. /* Security_Returns */
. 
. clear

. import excel "${raw}US_MinGR_top8Xtile_Excl49.xlsx" , sheet("Sheet2") c
> ellrange(A4:HM48) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(6 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
var2__5_4_2015: all characters numeric; replaced as double
var3__5_5_2015: all characters numeric; replaced as double
var4__5_6_2015: all characters numeric; replaced as double
var5__5_7_2015: all characters numeric; replaced as double
var6__5_8_2015: all characters numeric; replaced as double
var7_5_11_2015: all characters numeric; replaced as double
var8_5_12_2015: all characters numeric; replaced as double
var9_5_13_2015: all characters numeric; replaced as double
var10_5_14_2015: all characters numeric; replaced as double
var11_5_15_2015: all characters numeric; replaced as double
var12_5_18_2015: all characters numeric; replaced as double
var13_5_19_2015: all characters numeric; replaced as double
var14_5_20_2015: all characters numeric; replaced as double
var15_5_21_2015: all characters numeric; replaced as double
var16_5_22_2015: all characters numeric; replaced as double
var17_5_25_2015: all characters numeric; replaced as double
var18_5_26_2015: all characters numeric; replaced as double
var19_5_27_2015: all characters numeric; replaced as double
var20_5_28_2015: all characters numeric; replaced as double
var21_5_29_2015: all characters numeric; replaced as double
var22__6_1_2015: all characters numeric; replaced as double
var23__6_2_2015: all characters numeric; replaced as double
var24__6_3_2015: all characters numeric; replaced as double
var25__6_4_2015: all characters numeric; replaced as double
var26__6_5_2015: all characters numeric; replaced as double
var27__6_8_2015: all characters numeric; replaced as double
var28__6_9_2015: all characters numeric; replaced as double
var29_6_10_2015: all characters numeric; replaced as double
var30_6_11_2015: all characters numeric; replaced as double
var31_6_12_2015: all characters numeric; replaced as double
var32_6_15_2015: all characters numeric; replaced as double
var33_6_16_2015: all characters numeric; replaced as double
var34_6_17_2015: all characters numeric; replaced as double
var35_6_18_2015: all characters numeric; replaced as double
var36_6_19_2015: all characters numeric; replaced as double
var37_6_22_2015: all characters numeric; replaced as double
var38_6_23_2015: all characters numeric; replaced as double
var39_6_24_2015: all characters numeric; replaced as double
var40_6_25_2015: all characters numeric; replaced as double
var41_6_26_2015: all characters numeric; replaced as double
var42_6_29_2015: all characters numeric; replaced as double
var43_6_30_2015: all characters numeric; replaced as double
var44__7_1_2015: all characters numeric; replaced as double
var45__7_2_2015: all characters numeric; replaced as double
var46__7_3_2015: all characters numeric; replaced as double
var47__7_6_2015: all characters numeric; replaced as double
var48__7_7_2015: all characters numeric; replaced as double
var49__7_8_2015: all characters numeric; replaced as double
var50__7_9_2015: all characters numeric; replaced as double
var51_7_10_2015: all characters numeric; replaced as double
var52_7_13_2015: all characters numeric; replaced as double
var53_7_14_2015: all characters numeric; replaced as double
var54_7_15_2015: all characters numeric; replaced as double
var55_7_16_2015: all characters numeric; replaced as double
var56_7_17_2015: all characters numeric; replaced as double
var57_7_20_2015: all characters numeric; replaced as double
var58_7_21_2015: all characters numeric; replaced as double
var59_7_22_2015: all characters numeric; replaced as double
var60_7_23_2015: all characters numeric; replaced as double
var61_7_24_2015: all characters numeric; replaced as double
var62_7_27_2015: all characters numeric; replaced as double
var63_7_28_2015: all characters numeric; replaced as double
var64_7_29_2015: all characters numeric; replaced as double
var65_7_30_2015: all characters numeric; replaced as double
var66_7_31_2015: all characters numeric; replaced as double
var67__8_3_2015: all characters numeric; replaced as double
var68__8_4_2015: all characters numeric; replaced as double
var69__8_5_2015: all characters numeric; replaced as double
var70__8_6_2015: all characters numeric; replaced as double
var71__8_7_2015: all characters numeric; replaced as double
var72_8_10_2015: all characters numeric; replaced as double
var73_8_11_2015: all characters numeric; replaced as double
var74_8_12_2015: all characters numeric; replaced as double
var75_8_13_2015: all characters numeric; replaced as double
var76_8_14_2015: all characters numeric; replaced as double
var77_8_17_2015: all characters numeric; replaced as double
var78_8_18_2015: all characters numeric; replaced as double
var79_8_19_2015: all characters numeric; replaced as double
var80_8_20_2015: all characters numeric; replaced as double
var81_8_21_2015: all characters numeric; replaced as double
var82_8_24_2015: all characters numeric; replaced as double
var83_8_25_2015: all characters numeric; replaced as double
var84_8_26_2015: all characters numeric; replaced as double
var85_8_27_2015: all characters numeric; replaced as double
var86_8_28_2015: all characters numeric; replaced as double
var87_8_31_2015: all characters numeric; replaced as double
var88__9_1_2015: all characters numeric; replaced as double
var89__9_2_2015: all characters numeric; replaced as double
var90__9_3_2015: all characters numeric; replaced as double
var91__9_4_2015: all characters numeric; replaced as double
var92__9_7_2015: all characters numeric; replaced as double
var93__9_8_2015: all characters numeric; replaced as double
var94__9_9_2015: all characters numeric; replaced as double
var95_9_10_2015: all characters numeric; replaced as double
var96_9_11_2015: all characters numeric; replaced as double
var97_9_14_2015: all characters numeric; replaced as double
var98_9_15_2015: all characters numeric; replaced as double
var99_9_16_2015: all characters numeric; replaced as double
var100_9_17_2015: all characters numeric; replaced as double
var101_9_18_2015: all characters numeric; replaced as double
var102_9_21_2015: all characters numeric; replaced as double
var103_9_22_2015: all characters numeric; replaced as double
var104_9_23_2015: all characters numeric; replaced as double
var105_9_24_2015: all characters numeric; replaced as double
var106_9_25_2015: all characters numeric; replaced as double
var107_9_28_2015: all characters numeric; replaced as double
var108_9_29_2015: all characters numeric; replaced as double
var109_9_30_2015: all characters numeric; replaced as double
var110_10_1_2015: all characters numeric; replaced as double
var111_10_2_2015: all characters numeric; replaced as double
var112_10_5_2015: all characters numeric; replaced as double
var113_10_6_2015: all characters numeric; replaced as double
var114_10_7_2015: all characters numeric; replaced as double
var115_10_8_2015: all characters numeric; replaced as double
var116_10_9_2015: all characters numeric; replaced as double
var117_10_12_2015: all characters numeric; replaced as double
var118_10_13_2015: all characters numeric; replaced as double
var119_10_14_2015: all characters numeric; replaced as double
var120_10_15_2015: all characters numeric; replaced as double
var121_10_16_2015: all characters numeric; replaced as double
var122_10_19_2015: all characters numeric; replaced as double
var123_10_20_2015: all characters numeric; replaced as double
var124_10_21_2015: all characters numeric; replaced as double
var125_10_22_2015: all characters numeric; replaced as double
var126_10_23_2015: all characters numeric; replaced as double
var127_10_26_2015: all characters numeric; replaced as double
var128_10_27_2015: all characters numeric; replaced as double
var129_10_28_2015: all characters numeric; replaced as double
var130_10_29_2015: all characters numeric; replaced as double
var131_10_30_2015: all characters numeric; replaced as double
var132_11_2_2015: all characters numeric; replaced as double
var133_11_3_2015: all characters numeric; replaced as double
var134_11_4_2015: all characters numeric; replaced as double
var135_11_5_2015: all characters numeric; replaced as double
var136_11_6_2015: all characters numeric; replaced as double
var137_11_9_2015: all characters numeric; replaced as double
var138_11_10_2015: all characters numeric; replaced as double
var139_11_11_2015: all characters numeric; replaced as double
var140_11_12_2015: all characters numeric; replaced as double
var141_11_13_2015: all characters numeric; replaced as double
var142_11_16_2015: all characters numeric; replaced as double
var143_11_17_2015: all characters numeric; replaced as double
var144_11_18_2015: all characters numeric; replaced as double
var145_11_19_2015: all characters numeric; replaced as double
var146_11_20_2015: all characters numeric; replaced as double
var147_11_23_2015: all characters numeric; replaced as double
var148_11_24_2015: all characters numeric; replaced as double
var149_11_25_2015: all characters numeric; replaced as double
var150_11_26_2015: all characters numeric; replaced as double
var151_11_27_2015: all characters numeric; replaced as double
var152_11_30_2015: all characters numeric; replaced as double
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       38   ->    8246
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. save var`i', replace
file var.dta saved

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(38 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(8,246 missing values generated)

. replace Market_ID = 1
(8,246 real changes made)

. 
. save "${data}Returns_US_MinGR_top8Xtile_Excl49.dta"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_US_MinGR_top8Xtile_Excl49.dta saved

. 
. /*========================================*/
. /* RANDOM SAMPLE */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. insheet using "${raw}2013USrandomPA.csv"
(5 vars, 19,424 obs)

. 
. rename isin ISIN

. keep ISIN

. 
. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(19,424 missing values generated)

. replace Market_ID = 1
(19,424 real changes made)

. 
. duplicates drop

Duplicates in terms of all variables

(19,328 observations deleted)

. count // 60
  96

. codebook ISIN // 60

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  96                       missing "":  0/96

              examples:  "US1114126071"
                         "US2538271097"
                         "US48576U1060"
                         "US76665T1025"

. 
. save "${data}List_PA_random", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/List_PA_random.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_PA_random.dta saved

. 
. // Security_Returns
. 
. clear

. insheet using "${raw}2013USrandomPA.csv"
(5 vars, 19,424 obs)

. 
. rename isin ISIN

. rename adjclose Price_unadjusted

. 
. duplicates drop

Duplicates in terms of all variables

(209 observations deleted)

. 
. gen Date = date(marketdate, "DMY")

. format  Date %d

. sort ISIN Date // 02 may 2015 to 28 feb 2017

. 
. bys ISIN (Date): gen TradingDay = _n

. 
. bys ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Price
> _unadjusted[_n-1])
(926 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(19,215 missing values generated)

. replace Market_ID = 1
(19,215 real changes made)

. 
. save "${data}Returns_PA_random", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Returns_PA_random.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_PA_random.dta saved

. 
. /*=====================================================================
> =========*/
. /* Value weighted market capitalization */
. /*=====================================================================
> =========*/
. 
. import excel "${raw}Market_Cap_Top8Xtile.xls", sheet("Sheet1") cellrang
> e(A4:HM219) firstrow clear

. 
. drop N-HM

. drop if missing(ISIN)
(153 observations deleted)

. 
. rename (E-M) var`i'#, addnumber(2008)

. 
. destring (var2008-var2016), replace force
var2008: contains nonnumeric characters; replaced as long
(22 missing values generated)
var2009: contains nonnumeric characters; replaced as long
(20 missing values generated)
var2010: contains nonnumeric characters; replaced as long
(16 missing values generated)
var2011: contains nonnumeric characters; replaced as long
(16 missing values generated)
var2012: contains nonnumeric characters; replaced as long
(12 missing values generated)
var2013: contains nonnumeric characters; replaced as long
(11 missing values generated)
var2014: contains nonnumeric characters; replaced as long
(4 missing values generated)
var2015: contains nonnumeric characters; replaced as long
(1 missing value generated)
var2016: contains nonnumeric characters; replaced as long
(9 missing values generated)

. drop if missing(ISIN)
(0 observations deleted)

. 
. reshape long var`i', i(ISIN) j(fyr, string)
(note: j = 2008 2009 2010 2011 2012 2013 2014 2015 2016)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                       62   ->     558
Number of variables                  13   ->       6
j variable (9 values)                     ->   fyr
xij variables:
            var2008 var2009 ... var2016   ->   var
-------------------------------------------------------------------------
> ----

. 
. rename var MarketCapUSD

. rename fyr Year

. destring Year, replace force
Year: all characters numeric; replaced as int

. 
. gen MarketCapmUSD = MarketCapUSD/1000
(111 missing values generated)

. 
. keep if Year==2013
(496 observations deleted)

. keep ISIN MarketCapUSD 

. codebook ISIN //62

-------------------------------------------------------------------------
ISIN                                                                 ISIN
-------------------------------------------------------------------------

                  type:  string (str12)

         unique values:  62                       missing "":  0/62

              examples:  "US1307881029"
                         "US29355A1079"
                         "US72919P2020"
                         "US86771W1053"

. 
. egen w = sum(MarketCapUSD)

. gen weight = (MarketCapUSD*62) / w
(11 missing values generated)

. replace weight = 0 if weight==.
(11 real changes made)

. 
. drop w

. 
. mmerge ISIN using "${data}Returns_US_MinGR_top8Xtile", unmatched(none)

-------------------------------------------------------------------------
> ------
merge specs          |
       matching type | auto
  mv's on match vars | none
  unmatched obs from | none
---------------------+---------------------------------------------------
> ------
  master        file | <data in memory not named>
                 obs |     62
                vars |      3
          match vars | ISIN  (key)
  -------------------+---------------------------------------------------
> ------
  using         file | /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/C
> onditionalAccept/DATA/Returns_US_MinGR_top8Xtile.dta
                 obs |  13671
                vars |      4
          match vars | ISIN  (not a key)
---------------------+---------------------------------------------------
> ------
variable ISIN does not uniquely identify observations in
    /var/folders/mj/v5rg16nn0zv8r6172ydf5mcw0000gn/T//S_30820.000002
result          file | <data in memory not named>
                 obs |  13454
                vars |      8  (including _merge)
         ------------+---------------------------------------------------
> ------
              _merge |  13454  obs both in master and using data      (co
> de==3)
-------------------------------------------------------------------------
> ------

. 
. gen Return_w_Unadj = weight * Return_Unadj
(230 missing values generated)

. 
. drop _merge

. save "${data}Return_US_MinGR_top8Xtile_weighted", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/Return_US_MinGR_top8Xtile_weighted.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Return_US_MinGR_top8Xtile_weighted.dta saved

. 
. 
. /*========================================*/
. /* DIRTY FIRMS SCOPE 1 and 2 */
. /*========================================*/
. 
. /* Security_List */
. 
. clear

. import excel "${raw}Trucost_US_top10pcCISc1a2.xlsm", sheet("Sheet2") ce
> llrange(A4:HM111) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(4 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(2 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(2 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(2 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(2 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(2 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(2 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(2 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(2 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(2 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(2 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var40_6_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var41_6_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var42_6_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var43_6_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var44__7_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var45__7_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var46__7_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var47__7_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var48__7_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var49__7_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var50__7_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var51_7_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var52_7_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var53_7_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var54_7_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var55_7_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var56_7_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var57_7_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var58_7_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var59_7_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var60_7_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var61_7_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var62_7_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var63_7_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var64_7_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var65_7_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var70__8_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var71__8_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var72_8_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var73_8_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var74_8_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var75_8_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var76_8_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var77_8_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var78_8_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var79_8_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var80_8_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var81_8_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var82_8_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var83_8_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var84_8_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var85_8_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var86_8_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var87_8_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var88__9_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var89__9_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var90__9_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var91__9_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var92__9_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var93__9_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var94__9_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var95_9_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var96_9_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var97_9_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var98_9_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var99_9_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var100_9_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var101_9_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var102_9_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var103_9_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var104_9_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var105_9_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var106_9_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var107_9_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var108_9_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var109_9_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var110_10_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var111_10_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var112_10_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var113_10_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var114_10_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var115_10_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var116_10_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var117_10_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var118_10_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var119_10_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var120_10_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var121_10_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var122_10_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var123_10_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var124_10_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var125_10_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var126_10_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var127_10_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var128_10_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var129_10_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var130_10_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var131_10_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var132_11_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var133_11_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var134_11_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var135_11_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var136_11_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var137_11_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var138_11_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var139_11_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var140_11_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var141_11_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var142_11_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var143_11_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var144_11_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var145_11_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var146_11_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var147_11_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var148_11_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var149_11_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var150_11_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var151_11_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var152_11_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. keep ISIN

. gen Date = "December 14, 2015"

. gen edate1 = date(Date, "MDY")

. format  edate1 %d

. 
. drop Date

. rename edate1 Date

. 
. gen Market_ID = .
(103 missing values generated)

. replace Market_ID = 1
(103 real changes made)

. 
. save "${data}List_Trucost_US_scope1and2"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/List_Trucost_US_scope1and2.dta saved

. 
. // Security_Returns
. 
. clear

. import excel "${raw}Trucost_US_top10pcCISc1a2.xlsm", sheet("Sheet2") ce
> llrange(A4:HM111) firstrow allstring clear

. 
. rename (E-HM) var`i'#, addnumber(1)

. rename C isincode

. drop if missing(isincode)
(4 observations deleted)

. duplicates drop isincode, force

Duplicates in terms of isincode

(0 observations are duplicates)

. foreach v of var (var1-var217) {
  2.     local lbl : var label `v'
  3.         
.     local lbl = strtoname("`lbl'")
  4.         
.     rename `v' `v'`lbl'
  5. }

. destring (var1__5_1_2015-var217_2_29_2016), replace force
var1__5_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var2__5_4_2015: all characters numeric; replaced as double
(2 missing values generated)
var3__5_5_2015: all characters numeric; replaced as double
(2 missing values generated)
var4__5_6_2015: all characters numeric; replaced as double
(2 missing values generated)
var5__5_7_2015: all characters numeric; replaced as double
(2 missing values generated)
var6__5_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var7_5_11_2015: all characters numeric; replaced as double
(2 missing values generated)
var8_5_12_2015: all characters numeric; replaced as double
(2 missing values generated)
var9_5_13_2015: all characters numeric; replaced as double
(2 missing values generated)
var10_5_14_2015: all characters numeric; replaced as double
(2 missing values generated)
var11_5_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var12_5_18_2015: all characters numeric; replaced as double
(2 missing values generated)
var13_5_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var14_5_20_2015: all characters numeric; replaced as double
(2 missing values generated)
var15_5_21_2015: all characters numeric; replaced as double
(2 missing values generated)
var16_5_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var17_5_25_2015: all characters numeric; replaced as double
(2 missing values generated)
var18_5_26_2015: all characters numeric; replaced as double
(2 missing values generated)
var19_5_27_2015: all characters numeric; replaced as double
(2 missing values generated)
var20_5_28_2015: all characters numeric; replaced as double
(2 missing values generated)
var21_5_29_2015: all characters numeric; replaced as double
(2 missing values generated)
var22__6_1_2015: all characters numeric; replaced as double
(2 missing values generated)
var23__6_2_2015: all characters numeric; replaced as double
(2 missing values generated)
var24__6_3_2015: all characters numeric; replaced as double
(2 missing values generated)
var25__6_4_2015: all characters numeric; replaced as double
(2 missing values generated)
var26__6_5_2015: all characters numeric; replaced as double
(2 missing values generated)
var27__6_8_2015: all characters numeric; replaced as double
(2 missing values generated)
var28__6_9_2015: all characters numeric; replaced as double
(2 missing values generated)
var29_6_10_2015: all characters numeric; replaced as double
(2 missing values generated)
var30_6_11_2015: all characters numeric; replaced as double
(2 missing values generated)
var31_6_12_2015: all characters numeric; replaced as double
(2 missing values generated)
var32_6_15_2015: all characters numeric; replaced as double
(2 missing values generated)
var33_6_16_2015: all characters numeric; replaced as double
(2 missing values generated)
var34_6_17_2015: all characters numeric; replaced as double
(2 missing values generated)
var35_6_18_2015: all characters numeric; replaced as double
(2 missing values generated)
var36_6_19_2015: all characters numeric; replaced as double
(2 missing values generated)
var37_6_22_2015: all characters numeric; replaced as double
(2 missing values generated)
var38_6_23_2015: all characters numeric; replaced as double
(2 missing values generated)
var39_6_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var40_6_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var41_6_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var42_6_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var43_6_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var44__7_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var45__7_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var46__7_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var47__7_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var48__7_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var49__7_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var50__7_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var51_7_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var52_7_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var53_7_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var54_7_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var55_7_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var56_7_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var57_7_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var58_7_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var59_7_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var60_7_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var61_7_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var62_7_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var63_7_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var64_7_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var65_7_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var66_7_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var67__8_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var68__8_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var69__8_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var70__8_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var71__8_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var72_8_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var73_8_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var74_8_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var75_8_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var76_8_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var77_8_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var78_8_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var79_8_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var80_8_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var81_8_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var82_8_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var83_8_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var84_8_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var85_8_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var86_8_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var87_8_31_2015: all characters numeric; replaced as double
(1 missing value generated)
var88__9_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var89__9_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var90__9_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var91__9_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var92__9_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var93__9_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var94__9_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var95_9_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var96_9_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var97_9_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var98_9_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var99_9_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var100_9_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var101_9_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var102_9_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var103_9_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var104_9_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var105_9_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var106_9_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var107_9_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var108_9_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var109_9_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var110_10_1_2015: all characters numeric; replaced as double
(1 missing value generated)
var111_10_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var112_10_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var113_10_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var114_10_7_2015: all characters numeric; replaced as double
(1 missing value generated)
var115_10_8_2015: all characters numeric; replaced as double
(1 missing value generated)
var116_10_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var117_10_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var118_10_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var119_10_14_2015: all characters numeric; replaced as double
(1 missing value generated)
var120_10_15_2015: all characters numeric; replaced as double
(1 missing value generated)
var121_10_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var122_10_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var123_10_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var124_10_21_2015: all characters numeric; replaced as double
(1 missing value generated)
var125_10_22_2015: all characters numeric; replaced as double
(1 missing value generated)
var126_10_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var127_10_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var128_10_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var129_10_28_2015: all characters numeric; replaced as double
(1 missing value generated)
var130_10_29_2015: all characters numeric; replaced as double
(1 missing value generated)
var131_10_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var132_11_2_2015: all characters numeric; replaced as double
(1 missing value generated)
var133_11_3_2015: all characters numeric; replaced as double
(1 missing value generated)
var134_11_4_2015: all characters numeric; replaced as double
(1 missing value generated)
var135_11_5_2015: all characters numeric; replaced as double
(1 missing value generated)
var136_11_6_2015: all characters numeric; replaced as double
(1 missing value generated)
var137_11_9_2015: all characters numeric; replaced as double
(1 missing value generated)
var138_11_10_2015: all characters numeric; replaced as double
(1 missing value generated)
var139_11_11_2015: all characters numeric; replaced as double
(1 missing value generated)
var140_11_12_2015: all characters numeric; replaced as double
(1 missing value generated)
var141_11_13_2015: all characters numeric; replaced as double
(1 missing value generated)
var142_11_16_2015: all characters numeric; replaced as double
(1 missing value generated)
var143_11_17_2015: all characters numeric; replaced as double
(1 missing value generated)
var144_11_18_2015: all characters numeric; replaced as double
(1 missing value generated)
var145_11_19_2015: all characters numeric; replaced as double
(1 missing value generated)
var146_11_20_2015: all characters numeric; replaced as double
(1 missing value generated)
var147_11_23_2015: all characters numeric; replaced as double
(1 missing value generated)
var148_11_24_2015: all characters numeric; replaced as double
(1 missing value generated)
var149_11_25_2015: all characters numeric; replaced as double
(1 missing value generated)
var150_11_26_2015: all characters numeric; replaced as double
(1 missing value generated)
var151_11_27_2015: all characters numeric; replaced as double
(1 missing value generated)
var152_11_30_2015: all characters numeric; replaced as double
(1 missing value generated)
var153_12_1_2015: all characters numeric; replaced as double
var154_12_2_2015: all characters numeric; replaced as double
var155_12_3_2015: all characters numeric; replaced as double
var156_12_4_2015: all characters numeric; replaced as double
var157_12_7_2015: all characters numeric; replaced as double
var158_12_8_2015: all characters numeric; replaced as double
var159_12_9_2015: all characters numeric; replaced as double
var160_12_10_2015: all characters numeric; replaced as double
var161_12_11_2015: all characters numeric; replaced as double
var162_12_14_2015: all characters numeric; replaced as double
var163_12_15_2015: all characters numeric; replaced as double
var164_12_16_2015: all characters numeric; replaced as double
var165_12_17_2015: all characters numeric; replaced as double
var166_12_18_2015: all characters numeric; replaced as double
var167_12_21_2015: all characters numeric; replaced as double
var168_12_22_2015: all characters numeric; replaced as double
var169_12_23_2015: all characters numeric; replaced as double
var170_12_24_2015: all characters numeric; replaced as double
var171_12_25_2015: all characters numeric; replaced as double
var172_12_28_2015: all characters numeric; replaced as double
var173_12_29_2015: all characters numeric; replaced as double
var174_12_30_2015: all characters numeric; replaced as double
var175_12_31_2015: all characters numeric; replaced as double
var176__1_1_2016: all characters numeric; replaced as double
var177__1_4_2016: all characters numeric; replaced as double
var178__1_5_2016: all characters numeric; replaced as double
var179__1_6_2016: all characters numeric; replaced as double
var180__1_7_2016: all characters numeric; replaced as double
var181__1_8_2016: all characters numeric; replaced as double
var182_1_11_2016: all characters numeric; replaced as double
var183_1_12_2016: all characters numeric; replaced as double
var184_1_13_2016: all characters numeric; replaced as double
var185_1_14_2016: all characters numeric; replaced as double
var186_1_15_2016: all characters numeric; replaced as double
var187_1_18_2016: all characters numeric; replaced as double
var188_1_19_2016: all characters numeric; replaced as double
var189_1_20_2016: all characters numeric; replaced as double
var190_1_21_2016: all characters numeric; replaced as double
var191_1_22_2016: all characters numeric; replaced as double
var192_1_25_2016: all characters numeric; replaced as double
var193_1_26_2016: all characters numeric; replaced as double
var194_1_27_2016: all characters numeric; replaced as double
var195_1_28_2016: all characters numeric; replaced as double
var196_1_29_2016: all characters numeric; replaced as double
var197__2_1_2016: all characters numeric; replaced as double
var198__2_2_2016: all characters numeric; replaced as double
var199__2_3_2016: all characters numeric; replaced as double
var200__2_4_2016: all characters numeric; replaced as double
var201__2_5_2016: all characters numeric; replaced as double
var202__2_8_2016: all characters numeric; replaced as double
var203__2_9_2016: all characters numeric; replaced as double
var204_2_10_2016: all characters numeric; replaced as double
var205_2_11_2016: all characters numeric; replaced as double
var206_2_12_2016: all characters numeric; replaced as double
var207_2_15_2016: all characters numeric; replaced as double
var208_2_16_2016: all characters numeric; replaced as double
var209_2_17_2016: all characters numeric; replaced as double
var210_2_18_2016: all characters numeric; replaced as double
var211_2_19_2016: all characters numeric; replaced as double
var212_2_22_2016: all characters numeric; replaced as double
var213_2_23_2016: all characters numeric; replaced as double
var214_2_24_2016: all characters numeric; replaced as double
var215_2_25_2016: all characters numeric; replaced as double
var216_2_26_2016: all characters numeric; replaced as double
var217_2_29_2016: all characters numeric; replaced as double

. 
. 
. reshape long var`i', i(isincode) j(fyr, string)
(note: j = 100_9_17_2015 101_9_18_2015 102_9_21_2015 103_9_22_2015 104_9_
> 23_2015 105_9_24_2015 106_9_25_2015 107_9_28_2015 108_9_29_2015 109_9_3
> 0_2015 10_5_14_2015 110_10_1_2015 111_10_2_2015 112_10_5_2015 113_10_6_
> 2015 114_10_7_2015 115_10_8_2015 116_10_9_2015 117_10_12_2015 118_10_13
> _2015 119_10_14_2015 11_5_15_2015 120_10_15_2015 121_10_16_2015 122_10_
> 19_2015 123_10_20_2015 124_10_21_2015 125_10_22_2015 126_10_23_2015 127
> _10_26_2015 128_10_27_2015 129_10_28_2015 12_5_18_2015 130_10_29_2015 1
> 31_10_30_2015 132_11_2_2015 133_11_3_2015 134_11_4_2015 135_11_5_2015 1
> 36_11_6_2015 137_11_9_2015 138_11_10_2015 139_11_11_2015 13_5_19_2015 1
> 40_11_12_2015 141_11_13_2015 142_11_16_2015 143_11_17_2015 144_11_18_20
> 15 145_11_19_2015 146_11_20_2015 147_11_23_2015 148_11_24_2015 149_11_2
> 5_2015 14_5_20_2015 150_11_26_2015 151_11_27_2015 152_11_30_2015 153_12
> _1_2015 154_12_2_2015 155_12_3_2015 156_12_4_2015 157_12_7_2015 158_12_
> 8_2015 159_12_9_2015 15_5_21_2015 160_12_10_2015 161_12_11_2015 162_12_
> 14_2015 163_12_15_2015 164_12_16_2015 165_12_17_2015 166_12_18_2015 167
> _12_21_2015 168_12_22_2015 169_12_23_2015 16_5_22_2015 170_12_24_2015 1
> 71_12_25_2015 172_12_28_2015 173_12_29_2015 174_12_30_2015 175_12_31_20
> 15 176__1_1_2016 177__1_4_2016 178__1_5_2016 179__1_6_2016 17_5_25_2015
>  180__1_7_2016 181__1_8_2016 182_1_11_2016 183_1_12_2016 184_1_13_2016 
> 185_1_14_2016 186_1_15_2016 187_1_18_2016 188_1_19_2016 189_1_20_2016 1
> 8_5_26_2015 190_1_21_2016 191_1_22_2016 192_1_25_2016 193_1_26_2016 194
> _1_27_2016 195_1_28_2016 196_1_29_2016 197__2_1_2016 198__2_2_2016 199_
> _2_3_2016 19_5_27_2015 1__5_1_2015 200__2_4_2016 201__2_5_2016 202__2_8
> _2016 203__2_9_2016 204_2_10_2016 205_2_11_2016 206_2_12_2016 207_2_15_
> 2016 208_2_16_2016 209_2_17_2016 20_5_28_2015 210_2_18_2016 211_2_19_20
> 16 212_2_22_2016 213_2_23_2016 214_2_24_2016 215_2_25_2016 216_2_26_201
> 6 217_2_29_2016 21_5_29_2015 22__6_1_2015 23__6_2_2015 24__6_3_2015 25_
> _6_4_2015 26__6_5_2015 27__6_8_2015 28__6_9_2015 29_6_10_2015 2__5_4_20
> 15 30_6_11_2015 31_6_12_2015 32_6_15_2015 33_6_16_2015 34_6_17_2015 35_
> 6_18_2015 36_6_19_2015 37_6_22_2015 38_6_23_2015 39_6_24_2015 3__5_5_20
> 15 40_6_25_2015 41_6_26_2015 42_6_29_2015 43_6_30_2015 44__7_1_2015 45_
> _7_2_2015 46__7_3_2015 47__7_6_2015 48__7_7_2015 49__7_8_2015 4__5_6_20
> 15 50__7_9_2015 51_7_10_2015 52_7_13_2015 53_7_14_2015 54_7_15_2015 55_
> 7_16_2015 56_7_17_2015 57_7_20_2015 58_7_21_2015 59_7_22_2015 5__5_7_20
> 15 60_7_23_2015 61_7_24_2015 62_7_27_2015 63_7_28_2015 64_7_29_2015 65_
> 7_30_2015 66_7_31_2015 67__8_3_2015 68__8_4_2015 69__8_5_2015 6__5_8_20
> 15 70__8_6_2015 71__8_7_2015 72_8_10_2015 73_8_11_2015 74_8_12_2015 75_
> 8_13_2015 76_8_14_2015 77_8_17_2015 78_8_18_2015 79_8_19_2015 7_5_11_20
> 15 80_8_20_2015 81_8_21_2015 82_8_24_2015 83_8_25_2015 84_8_26_2015 85_
> 8_27_2015 86_8_28_2015 87_8_31_2015 88__9_1_2015 89__9_2_2015 8_5_12_20
> 15 90__9_3_2015 91__9_4_2015 92__9_7_2015 93__9_8_2015 94__9_9_2015 95_
> 9_10_2015 96_9_11_2015 97_9_14_2015 98_9_15_2015 99_9_16_2015 9_5_13_20
> 15)

Data                               wide   ->   long
-------------------------------------------------------------------------
> ----
Number of obs.                      103   ->   22351
Number of variables                 221   ->       6
j variable (217 values)                   ->   fyr
xij variables:
var100_9_17_2015 var101_9_18_2015 ... var9_5_13_2015->var
-------------------------------------------------------------------------
> ----

. 
. rename var Price_unadjusted

. 
. gen TradingDay = regexs(1) if regexm(fyr, "^([0-9]+)_")

. destring TradingDay, replace
TradingDay: all characters numeric; replaced as int

. 
. gen DateOld = regexs(2) if regexm(fyr, "^([0-9]+)[_]+([0-9]+[_][0-9]+[_
> ][0-9]+)")

. 
. generate Date = date(Date, "MDY")

. format %td Date

. 
. bysort ISIN (TradingDay): gen Return_Unadj = ln(Price_unadjusted[_n]/Pr
> ice_unadjusted[_n-1])
(293 missing values generated)

. 
. keep Date ISIN Return_Unadj

. 
. gen Market_ID = .
(22,351 missing values generated)

. replace Market_ID = 1
(22,351 real changes made)

. 
. save "${data}Returns_Trucost_US_scope1and2"
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/Returns_Trucost_US_scope1and2.dta saved

. 
. 
. /*=====================================================================
> =========*/
. /* Differences-in-differences */
. /*=====================================================================
> =========*/
. 
. use "${data}Returns_US_MinGR_eq1", clear

. drop Market_ID

. rename Return_Unadj Return

. gen green = 1

. drop if Date==.
(0 observations deleted)

. save "${data}did_gr100", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/did_gr100.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/did_gr100.dta saved

. 
. use "${data}Returns_US_MinGR_top40pc", clear

. drop Market_ID

. rename Return_Unadj Return

. gen green = 1

. drop if Date==.
(0 observations deleted)

. save "${data}did_gr70_100", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/did_gr70_100.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/did_gr70_100.dta saved

. 
. use "${data}Returns_US_MinGR_top8Xtile", clear

. drop Market_ID

. rename Return_Unadj Return

. gen green = 1

. drop if Date==.
(0 observations deleted)

. save "${data}did_gr97_100", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/did_gr97_100.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/did_gr97_100.dta saved

. 
. use "${data}Returns_US_MinGR_top5Xtile", clear

. drop Market_ID

. rename Return_Unadj Return

. gen green = 0

. drop if Date==.
(0 observations deleted)

. save "${data}did_gr25_42", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/did_gr25_42.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/did_gr25_42.dta saved

. 
. use "${data}Returns_EV2_US_MinGR_yes0913", clear

. drop Market_ID

. rename Return_Unadj Return

. gen green = 0

. drop if Date==.
(0 observations deleted)

. save "${data}did_gr0", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/did_gr0.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/did_gr0.dta saved

. 
. 
. use "${data}Returns_Trucost_US_scope1and2", clear

. drop Market_ID

. rename Return_Unadj Return

. gen green = 0

. drop if Date==.
(0 observations deleted)

. save "${data}did_scope1and2", replace
(note: file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalA
> ccept/DATA/did_scope1and2.dta not found)
file /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/ConditionalAccept/D
> ATA/did_scope1and2.dta saved

. 
. log close
      name:  <unnamed>
       log:  /Users/myramohnen/Dropbox/EventStudy_Paris/JAERE/Conditional
> Accept/RESULTS/2_finaldata_creation.log
  log type:  text
 closed on:  28 Jul 2023, 14:46:15
-------------------------------------------------------------------------
